O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$4.3T
Holdings
892
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (892 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 847,205 | $7.1B | 0.17% | |
| 102 | ITWILLINOIS TOOL WKS INC COM | 47,704 | $6.8B | 0.16% | |
| 103 | WMTWAL-MART STORES INC COM | 89,679 | $6.8B | 0.16% | |
| 104 | JPMJPMORGAN CHASE & CO COM | 72,592 | $6.6B | 0.16% | |
| 105 | WATWATERS CORP COM | 35,553 | $6.5B | 0.15% | |
| 106 | INTCINTEL CORP COM | 192,733 | $6.5B | 0.15% | |
| 107 | CECELANESE CORP DEL COM SER A | 64,752 | $6.1B | 0.14% | |
| 108 | GILGILDAN ACTIVEWEAR INC COM | 194,342 | $6.0B | 0.14% | |
| 109 | UNMUNUM GROUP COM | 127,218 | $5.9B | 0.14% | |
| 110 | BAXBAXTER INTL INC COM | 93,643 | $5.7B | 0.13% | |
| 111 | CCFEURCHASE CORP COM | 52,965 | $5.7B | 0.13% | |
| 112 | CASHMETA FINL GROUP INC COM | 63,289 | $5.6B | 0.13% | |
| 113 | COFCAPITAL ONE FINL CORP COM | 67,975 | $5.6B | 0.13% | |
| 114 | RBAGBPRITCHIE BROS AUCTIONEERS COM | 194,317 | $5.6B | 0.13% | |
| 115 | DALDELTA AIR LINES INC DEL COM NEW | 103,624 | $5.6B | 0.13% | |
| 116 | NOCNORTHROP GRUMMAN CORP COM | 21,581 | $5.5B | 0.13% | |
| 117 | LCIILCI INDS COM | 54,052 | $5.5B | 0.13% | |
| 118 | AZNASTRAZENECA PLC SPONSORED ADR | 160,786 | $5.5B | 0.13% | |
| 119 | CNRCANADIAN NATL RY CO COM | 65,935 | $5.3B | 0.13% | |
| 120 | DRIDARDEN RESTAURANTS INC COM | 57,597 | $5.2B | 0.12% | |
| 121 | ABXBARRICK GOLD CORP COM | 327,320 | $5.2B | 0.12% | |
| 122 | CLSEURCELESTICA INC SUB VTG SHS | 381,955 | $5.2B | 0.12% | |
| 123 | PNCPNC FINL SVCS GROUP INC COM | 40,417 | $5.0B | 0.12% | |
| 124 | PGRPROGRESSIVE CORP OHIO COM | 112,892 | $5.0B | 0.12% | |
| 125 | AGXARGAN INC COM | 81,376 | $4.9B | 0.11% | |
| 126 | ROKROCKWELL AUTOMATION INC COM | 30,053 | $4.9B | 0.11% | |
| 127 | AAPLAPPLE INC COM | 33,709 | $4.9B | 0.11% | |
| 128 | CVSCVS HEALTH CORP COM | 60,005 | $4.8B | 0.11% | |
| 129 | SYBTSTOCK YARDS BANCORP INC COM | 123,437 | $4.8B | 0.11% | |
| 130 | PKXPOSCO SPONSORED ADR | 73,124 | $4.6B | 0.11% | |
| 131 | WNCWABASH NATL CORP COM | 205,485 | $4.5B | 0.11% | |
| 132 | WMWASTE MGMT INC DEL COM | 60,774 | $4.5B | 0.10% | |
| 133 | ETRAE TRADE FINANCIAL CORP COM NEW | 113,168 | $4.3B | 0.10% | |
| 134 | HOUSREALOGY HLDGS CORP COM | 131,784 | $4.3B | 0.10% | |
| 135 | ADIANALOG DEVICES INC COM | 54,798 | $4.3B | 0.10% | |
| 136 | ULTAULTA BEAUTY INC COM | 14,749 | $4.2B | 0.10% | |
| 137 | —CABOT MICROELECTRONICS CORP COM | 56,854 | $4.2B | 0.10% | |
| 138 | CEOCNOOC LTD SPONSORED ADR | 38,133 | $4.2B | 0.10% | |
| 139 | DDSDILLARDS INC CL A | 71,937 | $4.2B | 0.10% | |
| 140 | CUKCARNIVAL PLC ADR | 62,419 | $4.1B | 0.10% | |
| 141 | LRCXEURLAM RESEARCH CORP COM | 28,630 | $4.0B | 0.10% | |
| 142 | FDPFRESH DEL MONTE PRODUCE INC ORD | 78,080 | $4.0B | 0.09% | |
| 143 | CHECHEMED CORP NEW COM | 19,396 | $4.0B | 0.09% | |
| 144 | LMTLOCKHEED MARTIN CORP COM | 13,981 | $3.9B | 0.09% | |
| 145 | GBXGREENBRIER COS INC COM | 83,405 | $3.9B | 0.09% | |
| 146 | PFBCPREFERRED BK LOS ANGELES CA COM NEW | 70,132 | $3.8B | 0.09% | |
| 147 | —QUARTERHILL INC COM | 2,517,144 | $3.6B | 0.09% | |
| 148 | 3M4MASIMO CORP COM | 38,800 | $3.5B | 0.08% | |
| 149 | UBSUBS GROUP AG SHS | 203,555 | $3.5B | 0.08% | |
| 150 | MOALTRIA GROUP INC COM | 46,254 | $3.4B | 0.08% | |
| 151 | NTTYYNIPPON TELEG TEL CORP SPONSORED ADR | 72,749 | $3.4B | 0.08% | |
| 152 | MRSHMARSH & MCLENNAN COS INC COM | 44,018 | $3.4B | 0.08% | |
| 153 | CINFCINCINNATI FINL CORP COM | 46,926 | $3.4B | 0.08% | |
| 154 | DGXQUEST DIAGNOSTICS INC COM | 30,516 | $3.4B | 0.08% | |
| 155 | ODPEUROFFICE DEPOT INC COM | 587,916 | $3.3B | 0.08% | |
| 156 | BACBANK AMER CORP COM | 136,691 | $3.3B | 0.08% | |
| 157 | CNCCENTENE CORP DEL COM | 40,479 | $3.2B | 0.08% | |
| 158 | SPOKSPOK HOLDINGS INC COM | 182,532 | $3.2B | 0.08% | |
| 159 | PKGPACKAGING CORP AMER COM | 28,880 | $3.2B | 0.08% | |
| 160 | LBAIUSDLAKELAND BANCORP INC COM | 170,325 | $3.2B | 0.08% | |
| 161 | REXREX AMERICAN RESOURCES CORP COM | 32,196 | $3.1B | 0.07% | |
| 162 | —LSC COMMUNICATIONS INC COM | 143,424 | $3.1B | 0.07% | |
| 163 | TTMITTM TECHNOLOGIES INC COM | 172,396 | $3.0B | 0.07% | |
| 164 | IRBTQIROBOT CORP COM | 35,316 | $3.0B | 0.07% | |
| 165 | THOTHOR INDS INC COM | 28,174 | $2.9B | 0.07% | |
| 166 | NUENUCOR CORP COM | 50,804 | $2.9B | 0.07% | |
| 167 | FITBFIFTH THIRD BANCORP COM | 112,803 | $2.9B | 0.07% | |
| 168 | UNUSDUNILEVER N V N Y SHS NEW | 52,617 | $2.9B | 0.07% | |
| 169 | CIKCREDIT SUISSE GROUP SPONSORED ADR | 198,530 | $2.9B | 0.07% | |
| 170 | IDTIDT CORP CL B | 200,985 | $2.9B | 0.07% | |
| 171 | —LYDALL INC DEL COM | 55,443 | $2.9B | 0.07% | |
| 172 | UTHUNITED THERAPEUTICS CORP DEL COM | 21,311 | $2.8B | 0.06% | |
| 173 | HNRGHALLADOR ENERGY COMPANY COM | 350,851 | $2.7B | 0.06% | |
| 174 | NSPINSPERITY INC COM | 38,151 | $2.7B | 0.06% | |
| 175 | MPCMARATHON PETE CORP COM | 51,573 | $2.7B | 0.06% | |
| 176 | CRCCANADIAN NAT RES LTD COM | 93,564 | $2.7B | 0.06% | |
| 177 | AMGNAMGEN INC COM | 15,648 | $2.7B | 0.06% | |
| 178 | HBMHUDBAY MINERALS INC COM | 462,104 | $2.7B | 0.06% | |
| 179 | CALMCAL MAINE FOODS INC COM NEW | 66,894 | $2.6B | 0.06% | |
| 180 | ELVANTHEM INC COM | 14,078 | $2.6B | 0.06% | |
| 181 | PLOWDOUGLAS DYNAMICS INC COM | 80,258 | $2.6B | 0.06% | |
| 182 | UVVUNIVERSAL CORP VA COM | 40,174 | $2.6B | 0.06% | |
| 183 | —SPARTAN MTRS INC COM | 287,207 | $2.5B | 0.06% | |
| 184 | VIABVIACOM INC NEW CL B | 75,216 | $2.5B | 0.06% | |
| 185 | KLICKULICKE & SOFFA INDS INC COM | 132,137 | $2.5B | 0.06% | |
| 186 | TDCTERADATA CORP DEL COM | 82,378 | $2.4B | 0.06% | |
| 187 | MOSMOSAIC CO COM | 105,994 | $2.4B | 0.06% | |
| 188 | 1GSNNOVANTA INC COM | 67,130 | $2.4B | 0.06% | |
| 189 | HUMHUMANA INC COM | 10,042 | $2.4B | 0.06% | |
| 190 | GRMNGARMIN LTD SHS | 47,115 | $2.4B | 0.06% | |
| 191 | TSMTAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR | 67,684 | $2.4B | 0.06% | |
| 192 | AOSLALPHA & OMEGA SEMICONDUCTOR SHS | 141,444 | $2.4B | 0.06% | |
| 193 | HIFSHINGHAM INSTN SVGS MASS COM | 12,916 | $2.4B | 0.06% | |
| 194 | MCMOELIS & CO CL A | 59,953 | $2.3B | 0.05% | |
| 195 | WDCWESTERN DIGITAL CORP COM | 26,263 | $2.3B | 0.05% | |
| 196 | —SODASTREAM INTERNATIONAL LTD USD SHS | 43,172 | $2.3B | 0.05% | |
| 197 | PGCPEAPACK-GLADSTONE FINL CORP COM | 73,617 | $2.3B | 0.05% | |
| 198 | HCIHCI GROUP INC COM | 48,738 | $2.3B | 0.05% | |
| 199 | TXNTEXAS INSTRS INC COM | 29,183 | $2.2B | 0.05% | |
| 200 | —CHARTER FINL CORP WEST PT GA COM | 123,870 | $2.2B | 0.05% |